+1,151.9%
URI vs BLDR
+473.7%
+678.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | +0.7% |
| 7D | +9.3% | -8.2% | +17.5% | +13.8% |
| 30D | +7.6% | +16.3% | -8.7% | -1.6% |
| 3M | +1.0% | -17.0% | +18.0% | +8.5% |
| 6M | +19.8% | -17.4% | +37.2% | +26.5% |
| YTD | +41.9% | -41.6% | +83.4% | +75.5% |
| 1Y | +33.4% | -43.5% | +76.9% | +67.1% |
| 3Y | +156.0% | -51.6% | +207.7% | +224.6% |
| 5Y | +209.5% | -11.6% | +221.1% | +168.8% |
| All | +1,151.9% | +473.7% | +678.2% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling